Nawaf Bou-Rabee's user avatar
Nawaf Bou-Rabee's user avatar
Nawaf Bou-Rabee's user avatar
Nawaf Bou-Rabee
  • Member for 9 years, 3 months
  • Last seen more than a week ago
6 votes
Accepted

When are the transition densities of an SDE symmetric?

5 votes

Conditions for convergence of Euler's method

3 votes

What work has been done on SDE with diffusion coefficients of bounded variation in $\mathbb R^d$?

2 votes

Maximum entropy distribution with constrained quantiles

3 votes
Accepted

Uniform continuity of Hamiltonian flow

4 votes
Accepted

Lebesgue differentiation theorem at a stopping time

3 votes
Accepted

How many householder matrices do I need for constructing a given unitary matrix?

1 vote
Accepted

Gaussian-to-Gaussian transformations are affine a.e.?

2 votes
Accepted

Finding an existence and uniqueness result of a strong solution of Lipschitz SDEs

2 votes

Unbounded solution but bounded Euler discretization

0 votes
Accepted

Is $g(t)=\mathbb P[\inf_{0\le s\le t}X_s>0]$ differentiable with respect to $t$?

2 votes
Accepted

Polynomial time mixing Markov chain for multimodal distribution

1 vote
Accepted

Distance between empirical measures and thickened version

4 votes

PhD dissertations that solve an established open problem

7 votes
Accepted

Examples of ODEs with complex constant coefficients and applications to physics?

2 votes
Accepted

Short time limits for SDE

2 votes
Accepted

Bounds on discrepancy metric of product measures

3 votes

Relationship between KL, chi-squared, and Hellinger

1 vote

Is there a classical textbook/reference on numerical discretization schemes?

1 vote

Construction of SDEs that admit more than one solution

3 votes
Accepted

Solution of SDE with time power law singular diffusion

1 vote
Accepted

Construction of a Markov process with prescribed local behavior and state-dependent jump distribution

3 votes

For a SDE with smooth transition densities, if every point is "path-accessible", is every positive-measure set probabilistically accessible?

2 votes
Accepted

Bounding $2$-Wasserstein distance and the $L^1$ distance

0 votes
Accepted

Uniqueness of the solution to some degenerate SDE

1 vote

Closed-form formula for Wasserstein distance between uniform discrete distribution and discrete distribution with same support

2 votes
Accepted

Explicit solution for a linear drift-diffusion equation (Fokker-Planck equation) on whole space

1 vote
Accepted

consequence of "the best coupling" of two SDEs with different diffusion matrices

8 votes
Accepted

Intuition/elegant reason for why Langevin diffusion converges to $\exp(-U)$?

2 votes

proof that the covariance function for a fractional Brownian motion / fractional Gaussian free field is well defined

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